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CV 4

The document discusses complex integration, specifically contour integrals, which are integrals of complex functions along a specified path in the complex plane. It provides definitions, examples, and calculations for various types of contour integrals, illustrating the dependence of the integral's value on the contour and the function. The document includes parametric representations and specific examples to demonstrate the evaluation of contour integrals in different scenarios.

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0% found this document useful (0 votes)
20 views25 pages

CV 4

The document discusses complex integration, specifically contour integrals, which are integrals of complex functions along a specified path in the complex plane. It provides definitions, examples, and calculations for various types of contour integrals, illustrating the dependence of the integral's value on the contour and the function. The document includes parametric representations and specific examples to demonstrate the evaluation of contour integrals in different scenarios.

Uploaded by

mhmnrahman
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Complex Integration

In the case of function of real variable, the path of integration of


b

 f ( x)dx is along the real axis from x=a to x=b.


a

y=f(x)

a b
x

Fig1

In the case of function of complex variable, the path of integration


b

of
 f ( z )dz can be along any curve from z=a to z=b
a

b
y
C
a

Fig2

It is generally written as
 f ( z )dz called contour integral, like line
C

integral
 F.dr of vector calculus.
C

Contour :
In complex variable curve is termed as contour.
Example z a x2+y2=a2 circle
Example z  ae i
z=x+iy= acos  +iasin  x= acos  , y=asin 

In general parametric equation z=z(t) (a  t  b) represents a


contour C,
y

Fig3

Contour integrals:
It is defined as the integral of f(z) which is a function of complex
variable z along a given contour C extending from the point z=z1
to a point z=z2 in the complex plane.
z2
y
C
z1

x
Fig4

 f ( z )dz
z2

C  f ( z )dz
It is written as or z1 .

2
It is therefore a line integral and its value depends, in general, the
contour C as well as on the function f.

Example 4.1. Integrate f(z)=x2+ixy from A(1,1) to B(2,8) along


(i) the straight line AB
(ii) the curve C: x=t, y=t3 from t=1 to 2
 f ( z )dz   ( x  ixy )(dx  idy )   ( x 2  ixy )dx  i ( x 2  ixy )dy
2

C C C

8 1
y 8 ( x  2)
(i) Equation of AB is 2 1 or, y=7x-6

y
(2,8)

(1,1)
x

Fig5
( 2 ,8 )

 f ( z )dz   ( x  ixy )(dx  idy )


2

C (1,1)
2

=
(x 2
 ix(7 x  6))(dx  i 7dx)
1 =
2

 (1  i7) x  6ix))(1  i 7)dx


2

1
2
 x3 x2 
(1  i 7) (1  i 7)  6i 
=  3 2 1

3
 8 1  2 2 1 
(1  i 7) (1  i 7)    6i  
=   3 3   2 2 
1
(71i  147)
=3

 f ( z )dz  g ( y)dy 1 (71i  147)


8

=3
C
Or, =1

( 2 ,8 ) 2

 f ( z )dz   ( x
2
 ixy )(dx  idy )   (t 2  it 4 )(dt  i3t 2 dt )
(ii) C (1,1) 1
2 2 2
  (t  it )(1  i3t )dt   (t  it  3it  3t )dt   (t 2  4it 4  3t 6 )dt
2 4 2 2 4 4 6

1 1 1
124i 1094

= 5 21

z2
Example 4.2 Evaluate
 f ( z )dz where f(z)= and C is
C z
i
(a)the semicircle z  2e (0     )
(b)the semicircle z  2ei (    2 )
(c)the circle z  2e i (0    2 )

(a)
  
z2 2e i   2  2e i 
 f ( z )dz   dz   
i i
i
i 2 e d  i ( 2e  2) d  i   2   4  2 i
C C
z 0 2e 0  i 0

x
Fig6

4
(b)
2 2 2
z2 2e i  2  2e i  
 f ( z )dz    2e i 
i i
dz  i 2e d  i ( 2e  2 ) d   i   2   4  2 i
C C
z  i 

Fig7

(c)
2 2 2
z2 2e i   2  2e i  
 f ( z )dz   0 2e i 0
i i
dz  i 2e d   i ( 2e  2 ) d  i   2   4 i
C C
z  i 0

Fig8

5
C09============================================
===============================================
===============================================

Example 4.3 Evaluate


 f ( z )dz
where f(z)= C
z2 1
if the contour C is
the circle z 1  1 .

x
-1

Fig9

on the circle z  1  1 , z  1  e i dz= ie


i
d (use parametric form)
2 2 2
 e i 3 2e i 2 
 f ( z )dz   ( z  1)dz   (e  2e  1  1)ie d  i  (e
i 2 i i i 3 i 2
2
 2e ) d  i    0
C C 0 0  3i 2i  0

z
 dz
Example 4.4 Evaluate z  5 if the contour C is the circle
C

z 1  2 y

C
2
x
1

Fig10

6
Let z  1  2e i  (parametric form)
z
 z  5 dz
C
2
2e i  1
0 2e i  4 i 2e d
i

=
2
4e 2 i   2 e i 
i d
0
2ei  4
2
4e 2i  16  2e i  16
i d
= 0 2e i  4
2
 2ei  16 
i   2e i   4  i  d
= 0  2 e  4 
2
 2e  4  20 
i
i  2e i  4  d
0  2e i  4 
2
 20 
i  2e i  4  1  i d
= 0 2e  4 
2
 20 
i  2e i  5  i d
= 0 2e  4 
2 2
 2e i  10
i  5   i  i d
= i 0 0 e 2
10i  2
e  i
10i   i
d
= 0
1  2 e
10i  2 2e  i
5i   i
d
= 0 1  2e

= 
10i  5i ln(1  2e  i ) 2  0

= 
10i  5i ln e  i (ei  2) 2
0 
= 
10i  5i ln e  i  ln(ei  2) 2
0 
= 10i  5i{ln e
 i 2 i 2
 ln(e  2)  ln e  i 0  ln(ei 0  2)}
= 10i  5i{2  ln(1)  ln 1  ln(1)} =0

7
z5

Example 4.5 Find the value of z C
2
dz
 2 z  15 if the contour C is the
circle z 1  1 .

x
-1

Fig11

on the circle z  1  1 , z  1  e i dz= ie


i
d (use parametric form)

z5
C
z  2 z  15
2
dz

z 1 4

= C z  2 z  1  16
2
dz

2
e i  4 i
 2i
= 0 e  16
ie d

2
e i (e i  4)
 i  i d
0
(e  4)(e i  4)
2
1
i e i  d
i
= 0
e 4

 ln(e i  4) 0 
2
e i 2  1
=(ln(-3)-ln(-3))
=ln1
=0

8
z
 dz
Example 4.6 Find the value of z  1 if the contour C is the
C

circle z 1  3
y

x
1

Fig12
i
on the circle z  1  3 , z  1  3e dz  i3ei d


z 2
3ei  1 i
2
3e i  i 0 2i
2
 
 i
dz

i
i 3e d  i (3e  1)d
z 1
C = 0 3e = 0 = =
z

Example 4.7 Find the value of C z  1 if the contour
dz
C is the
circle z 1  2
y

C
2
x
1

Fig13

9
on the circle z  1  2 , z  1  2e i dz  i 2ei d


z 2
2e i  1 i
2

2e i  i 
2 2i
dz
 i 
i
i 2 e d  i ( 2e  1)d  0
z 1
C = 0 2e = 0 = =

To prove C
 f ( z )dz  0
when f(z) is analytic in C
Cauchy’s Integral Theorem/Cauchy’s theorem
If a function f(z) is analytic and its derivative f (z ) is continuous
at all points inside and on a simple closed curve C then C
 f ( z )dz  0
Proof:
Let the region enclosed by the curve C be R and f(z)=u+iv, z=x+iy
dz=dx+idy

C
R

Fig14

 f ( z )dz
C

 (u  iv)(dx  idy)
=C
 (udx  vdy)  i  (vdx  udy)
=C C

 v u   u v 
     dxdy  i    dxdy
R 
x y  R  x y  by Green’s theorem

10
 u u   v v 
    dxdy  i    dxdy
R 
y y  R  y y 
=0+i0
=0
 f ( z )dz  0
C

Green’s theorem: If R is a closed region in the xy plane bounded


by simple closed curve C and M, N are continuous functions of x
and y having continuous derivative in R then
   
 N M 
dxdy
C
Mdx+Ndy=  x R y 
where C is traversed in the positive (counter-clockwise) direction.

Alternative method for Example 4.3, 4.4, 4.5 by using Cauchy


integral theorem

Example 4.8a Evaluate


 f ( z )dz where f(z)=
C
z2 1
if the contour C is
the circle z 1  1 .
y

x
-1

Fig15
 ( z  1)dz  0
2

f(z) is analytic within C so by Cauchy integral theorem C

z
 dz
Example 4.8b Evaluate z  5 if the contour C is the circle
C

z 1  2
y

11
2
x
1

Fig16
f(z) is analytic within C, the point of singularity z=5 lies outside
z 1  2 z
the contour

, so by Cauchy integral theorem z  5
dz  0
C

z5

Example 4.9 Find the value of z C
2
dz
 2 z  15 if the contour C is the
circle z 1  1 .

z 2  2 z  15  0  2  4  60
z  1  4i
Poles of f(z) are given by 2 .
f(z) is analytic within C, the poles lies outside the contour z  1  1 ,
z5

so by Cauchy integral theorem z C
2
 2 z  15
dz  0

x
-1

Fig17

 f ( z )dz   f ( z )dz
To prove C 1 C2

12
Extension of Cauchy’s integral theorem to multiple connected
region

Theorem-If f(z) is analytic in a region S bounded by two simple


closed curve C1 and C2 and also on the curves C1 and C2 , then
 f ( z )dz   f ( z )dz
C1 where C1 and C2 are both traversed in the positive
C2

sense i.e. in the anti-clockwise sense


Proof: Construct the cross cut AB as shown in the figure. Now as
f(z) is analytic in the given region so from Cauchy’s theorem we
have
 f ( z )dz  0
ABCDEBAFGHA

C
C1
y F
C2
A B
D G
H
E
x

Fig18

 f ( z )dz   f ( z )dz   f ( z )dz   f ( z )dz  0


AB BCDEB BA AFGHA

  f ( z )dz   f ( z )dz   f ( z )dz   f ( z )dz  0


BA BCDEB BA AFGHA

BCDEB
 f ( z )dz   f ( z )dz  0
AFGHA


BEDCB
 f ( z )dz   f ( z )dz  0
AFGHA

  f ( z )dz   f ( z )dz  0
C2 C1

 f ( z )dz   f ( z )dz
C1 C2

13
To find a formula of integration

Cauchy’s Integral Formula


If a function f(z) is analytic within and on a closed curve C and if
1 f ( z)
a is any point within C then
f (a)  
2i C z  a
dz

Proof:
f ( z)
The function z  a is
analytic at all points inside and on C, except at
the points z=a. With the point a as the centre and radius r draw a
small circle C1 lying inside the curve C

y C
r C1
a

Fig19

f ( z) f ( z)
 z  a dz   z  a dz
Then we have C C 1

For any point on C1 we have z  a  re i dz  ire i d


2 2
f ( z) f (a  re i ) i
C z  a 0 re i 0 f (a  re )d
i
dz  ire d   i
In the limiting form as the
circle C1 shrinks to the point a i.e. r  0 the integral reduces to
f ( z)  2  2
 dz  Lt i  f (a  re )d   i  f (a )d  2if (a )
i

C
za r 0
 0  0

14
1 f ( z)
f (a)  
2i C z  a
dz

f ( z)
 z  a dz  2if (a)
C

This is an important formula of integration .


nth derivative of an analytic function:

1 f ( z)
The Cauchy integral formula is
f (a)  
2i C z  a
dz

Differentiating it w.r.t. a we get


1  f ( z)
2i a C z  a
f (a )  dz

1  1
f (a )  
2i C
f ( z)
a z  a
dz

1 f ( z)
f (a )  
2i C ( z  a ) 2
dz

2! f ( z)
Similarly
f (a )  
2i C ( z  a ) 3
dz

3! f ( z)
f (a )  
2i C ( z  a ) 4
dz

n! f ( z)
f n (a)  
2i C ( z  a ) n 1
dz

f ( z) 2i n
 ( z  a)
C
n 1
dz 
n!
f (a)

This is also an important formula of integration of function having


power denominator.

Alternative method for Example 4.6, 4.7 by using Cauchy


integral formula

z
 dz
Example 4.11 Find the value of z  1 if the contour C is the C

circle z 1  3
y
15
C

x
1

Fig20

z=1 lies inside the circle


f ( z)
Therefore we can use Cauchy integral formula
 z  a
dz  2if (a )
C

Here a=1 f(z)=z f(1)=1


z
 z  1 dz  2if (1)  2i1  2i
C

z
 dz
Example 4.10 Find the value of z  1 if the contour C is the
C

circle z 1  2

C
2
x
1

Fig 21

z=1 lies inside the circle

16
f ( z)

Therefore we can use Cauchy integral formula z  a
dz  2if (a )
C

Here a=1 f(z)=z f(1)=1


z
 z  1 dz  2if (1)  2i1  2i
C

z 1

Example 4.12 Evaluate ( z  1) C
2
( z  2)
dz
over the circular path
z i 2
Poles are z=-1, -1, 2 . of these z=-1 lies inside the circle.

y
C

i
x

Fig22

z 1 z 1 2if (1) 2i


 ( z  1) 2
( z  2)
dz
z  2 dz

9
C

=C ( z  1) 2
= =
z 1
f ( z) 
z2
z 1  1 1 
f ( z )    
z  2  z 1 z  2 
1
f (1)  
9
e az z  e i
Example 4.13 Evaluate
 z dz
C where C is the unit circle
then show that

e
a cos
cos(a sin  )d  
0

17
z=0 lies inside the circle
f ( z)
Therefore we can use Cauchy integral formula
 z  a
dz  2if (a )
C

Here a=0 f(z)= e az


f(0)=1

e az
 z dz  2if (0)  2 i
C
2
e a (cos   i sin  ) i z  e i dz  e i d
0 e i ie d  2 i
2
i  e a cos  (cos(a sin  )  i sin(a sin  ))d  2 i
0

Equating imaginary part


e
a cos 
cos(a sin  )d  
0

Taylor’s theorem
If a function f(z) is analytic at all points inside a circle C with its
centre at the point a radius R then at each point z inside C

f (a) f ( n ) (a)
f ( z )  f (a)  f (a)( z  a)  ( z  a) 2  ............... ( z  a) n
2! n!

Ex.4.14 Find the Taylor series expansion of the function


1
f ( z) 
( z  1)( z  3) about the point z=4.

Taylor’s theorem is
f (a )
f ( z )  f (a )  f (a )( z  a )  ( z  a ) 2  ..............
2!
a=4
f (4) f (4)
f ( z )  f (4)  f (4)( z  4)  ( z  4) 2  ( z  4) 3  ...............
2! 3!

1 1 1 1 
f ( z)     
( z  1)( z  3) 2  z  3 z  1 

18
1 1 1
f ( z)  f ( 4)  
( z  1)( z  3) (4  1)(4  3) 3
1 1 1 
f ( z)    
2  z  3 z  1
1 1 1  1 1 1  4
f ( z )      f (4)       
2  ( z  3) 2
( z  1) 2  2  (4  3) 2
(4  1) 2  9
1 2 2  1 2 2  26
f ( z )     f  ( 4 )    
2  ( z  3) 3 ( z  1) 3  2  (4  3) 3 (4  1) 3  27
80
f (4)  
27
1 4 13 40
f ( z )   ( z  4)  ( z  4) 2  ( z  4) 3  ..........
3 9 27 81

Ex4.15 Find the first three terms of the Taylor series expansion of
1
f ( z) 
z 4
2
about z=-i.

Taylor’s theorem is
f (a )
f ( z )  f (a )  f (a )( z  a )  ( z  a ) 2  ..............
2!
a=-i
f (i )
f ( z )  f (i )  f (i )( z  i )  ( z  i ) 2  ...............
2!
1 1
f ( z)  f (i ) 
z 42
3
 2z 2i
f ( z )   2 f (i ) 
( z  4) 2 9
( z 2  4) 2 2  2 z.2( z 2  4)2 z ( z 2  4)2  8 z 2 14
f ( z )    f (i )  
( z 2  4) 4 ( z 2  4) 3 27

1 2i 14 ( z  i ) 2
f ( z)   ( z  i)    ...............
3 9 27 2!

Laurent’s theorem
If we are required to expand f(z) about a point where f(z) is not
analytic, then it is expanded by Laurent series not by Taylor series.

19
Statement: If f(z) is analytic on C1 and C2 and annular region R
bounded by two concentric circles C1 and C2 of radii r1 and r2
( r2 <r1) and with centre at a, then for all z in R

b1 b2 (r2  z  a  r1 )
f ( z )  a 0  a1 ( z  a )  a 2 ( z  a ) 2  ........    ......
z  a ( z  a) 2

figure

1 f ( z)
an  
2i C ( z  a ) n 1
dz (n  0, 1, 2,............)

1 f ( z)
bn  
2i C ( z  a)  n 1
dz (n  1, 2,............)

1 b1
Residue: The coefficient of i. e. in Laurent’s expansion of
za
f(z) about an isolated singular point z=a is called the residue of f(z)
at z=a
1
2i C
b1  f ( z )dz

 f ( z )dz  2 ib This is important formula of integration


C
1

ez z 2
Example 4.16 Evaluate
 C
dz
z  1 where C is , by using
z
e
expansion of z  1 in powers of z-1.

ez ee z 1 e ( z  1) 2 ( z  1) 3 e z 1 ( z  1) 2
  (1  ( z  1)    .....  ee e  ......
z 1 z 1 z 1 2! 3! z 1 2! 3!
b1  e

ez

C
z 1
dz  2 ib1  2 ei

20
Alternative method by Cauchy integral formula
ez z 2
Example 4.17 Evaluate
 C
dz
z  1 where C is , by using Cauchy
integral formula

z=1 lies inside the circle z 2


f ( z)

Therefore we can use Cauchy integral formula z  a
dz  2if (a )
C

Here a=1 f(z)= e f(1)=e z

ez

C
z 1
dz  2if (1)  2i e  2ie

Residue at pole of order m


If f(z) has a pole of order m at z=a then show that the residue at
z=a is
1 d m 1
Lt [( z  a ) m f ( z )]
z  a ( m  1)! dz m 1

Since f(z) has a pole of order m at z=a therefore f(z) is expressible


as (z-a)mf(z)=  (z )
where  (z ) is analytic and  (a)  0
 ( z)
f ( z) 
( z  a) m
Residue of f(z) at z=a is b1 where
1
2i C
b1  f ( z )dz

1  ( z)
 
2i C ( z  a ) m
dz

1 (m  1)!  ( z)

= (m  1)! 2i C ( z  a)
m 11
dz

1
 m1 (a )
= (m  1)!
1 d m 1
 Lt [( z  a) m f ( z )]
z  a ( m  1)! dz m 1

Cauchy’s Residue theorem

21
If f(z) is analytic in a closed curve C, except at a finite number of
poles within C then
 f ( z )dz  2 i (Sum of the residues at the poles within
C
C)

 f ( z )dz  2 i ( R  R
C
1 2  R3  ...............Rn )

z 2  2z
f ( z) 
Example 4.18 Find the residue of ( z  1) 2 ( z 2  4) at all poles
Poles of f(z) are given by ( z  1) 2 ( z 2  4)  0
or, ( z  1) ( z  2i )( z  2i )  0
2
z=-1, -1, 2i, -2i
f(z) has a double pole at z=-1
We know that residue at z=a is
1 d m1
R  Lt 
[( z  a) m f ( z )]
z a ( m  1)! dz m 1

Residue at z=-1 is
1 d  z 2  2z  zLt ( z 2  4)(2 z  2)  ( z 2  2 z )(2 z ) 14
R1  Lt ( z  1) 2
 1 
z 1 1! dz
 ( z  1) ( z  4)  =
2 2
( z  1) ( z  4)
2 2 2
25
Residue at z=2i is
 z 2  2z   z 2  2z  7i
R2  Lt ( z  2i )  Lt ( z  2i ) 
z 2 i
 ( z  1) 2 ( z 2  4)  = z 2i  ( z  1) 2 ( z  2i )( z  2i )  = 25
Residue at z=-2i is
 z 2  2z   z 2  2z  7i
R2  Lt ( z  2i )  Lt ( z  2i ) 
z 2 i
 ( z  1) 2 ( z 2  4)  = z 2i  ( z  1) 2 ( z  2i )( z  2i )  = 25

z 2  2z
f ( z) 
Example 4.19 Find the residue of ( z  1) 2 ( z 2  4) at z=-1
We know that Residue at z=a is
1 d m1
R  Lt [( z  a) m f ( z )]
z a ( m  1)! dz m 1

Residue at z=-1 is
1 d  z 2  2z  zLt ( z 2  4)(2 z  2)  ( z 2  2 z )(2 z ) 14
R1  Lt ( z  1)
2
 1 
z 1 1! dz
 ( z  1) ( z  4)  =
2 2
( z  1) ( z  4)
2 2 2
25

z 2  2z z 3
Example 4.20 Evaluate
 ( z  1) 2 ( z 2  4) dz
C where C is the circle

22
y

C
x

Fig23

Poles of f(z) are given by ( z  1) 2 ( z 2  4)  0


or, ( z  1) ( z  2i )( z  2i )  0
2
z=-1, -1, 2i, -2i
f(z) has a double pole at z=-1
All poles lie inside the circle
We know that residue at z=a is
1 d m1
R  Lt [( z  a) m f ( z )]
z a ( m  1)! dz m 1

Residue at z=-1 is
1 d  z 2  2z  zLt ( z 2  4)(2 z  2)  ( z 2  2 z )(2 z ) 14
R1  Lt ( z  1) 2
 1 
z 1 1! dz
 ( z  1) ( z  4)  =
2 2
( z  1) ( z  4)
2 2 2
25
Residue at z=2i is
 z 2  2z   z 2  2z  7i
R2  Lt ( z  2i )  Lt ( z  2i ) 
z 2 i
 ( z  1) 2 ( z 2  4)  = z 2i  ( z  1) 2 ( z  2i )( z  2i )  = 25
Residue at z=-2i is
 z 2  2z   z 2  2z  7i
R2  Lt ( z  2i )  Lt ( z  2i ) 
z 2 i
 ( z  1) ( z  4)  = z 2i 
2 2
( z  1) ( z  2i )( z  2i )  = 25
2

z 2  2z 2 i ( R1  R2  R3 )  14 7  i 7  i 
C ( z  1) ( z  4) =
2 2
dz 2  i 
 25

25
 
25  =0
=

23
z 2  2z z  1.5
Example 4.21 Evaluate
 ( z  1) 2 ( z 2  4) dz
C where C is the circle

C
x

Fig24

Poles of f(z) are given by ( z  1) 2 ( z 2  4)  0


or, ( z  1) ( z  2i )( z  2i )  0
2
z=-1, -1, 2i, -2i
f(z) has a double pole at z=-1
z=-1 lies inside the circle z  1.5 other two poles lie outside the
circle.
We know that residue at z=a is
1 d m1
R  Lt [( z  a) m f ( z )]
z a ( m  1)! dz m 1

Residue at z=-1 is
1 d  z 2  2z  zLt ( z 2  4)(2 z  2)  ( z 2  2 z )(2 z ) 14
R1  Lt ( z  1) 2
 1 
z 1 1! dz
 ( z  1) ( z  4)  =
2 2
( z  1) ( z  4)
2 2 2
25
z 2  2z 2 i R1  14  28 i
C ( z  1) 2 ( z 2  4) dz = 2 i    
 25  = 25
=

Problems to be done from the book


Theory and Problems on complex variable by M. R. Spiegel
P24 problem no. 48 chapter 1 complex numbers
P26 71
P28 95, 96

24
P59 68, 72 chapter 2 functions limit and continuity
P86 50, 51, 53 chapter 3 complex differentiation CR equations
P122 5 chapter 5 Cauchy integral formula and related theorem
P133 29
P134 30-35
P137 79, 80, 81, 88
P177 4a, 6 chapter7 the residue theorem
P224 29, 30 chapter 8 conformal mapping
Quiz 3 cv1, cv2 & cv3
Quiz 4 cv3, cv4 & stat1
End

25

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